Java – Apache commons mathematical optimization
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Java
Does anyone have any experience with the Apache commmons math optimization package? More specifically, the implementation of the Nelder Mead method? Is it of high quality?
Solution
Nelder Mead is one of the most popular multivariable optimization algorithms Apache is implemented very well
However, if you have more information, such as gradients, you should consider using a more "sensible" algorithm, such as BFGS It is also suitable for analyzing gradients (using finite difference) R uses BFGS by default. I think
Suanshu has implemented 10 Java optimization algorithms. You can choose these algorithms according to your needs I hope this will help
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